Anic Equity¶

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Total return since start: 0.569 %¶

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Equity now: -----------------------------> 47922.85 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46527.9 Kr¶

PnL: ---------------------------------------> -360.67 Kr¶

DD now: ---------------------------------> -1.454 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 11:25:00.014101'

Anic Portfolio¶

Today¶

Return: 0.021 %¶

This Week¶

Return: 0.021 %¶

Total¶

Return: 56.887 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 3.640000 3260.400000 289.400000 9.740000 2971.000006
HEBA B 70 2.800000 2831.500000 195.500000 7.420000 2636.000010
Corem Property Group B 59 1.920000 625.400000 48.400000 8.390000 576.999999
AcadeMedia 12 1.540000 602.400000 45.400000 8.150000 557.000004
Boozt 12 0.640000 1696.800000 42.800000 2.590000 1653.999996
Samhällsbyggnadsbo. i Norden B 20 2.840000 391.400000 36.400000 10.250000 355.000000
MedCap 2 2.470000 456.000000 35.000000 8.310000 421.000000
OEM International B 7 1.540000 554.400000 26.400000 5.000000 527.999997
Resurs Holding 22 -0.330000 599.060000 25.060000 4.370000 573.999998
HMS Networks 2 1.340000 694.000000 21.000000 3.120000 673.000000
Intrum 4 1.940000 546.400000 19.400000 3.680000 527.000000
SAAB B 8 -1.300000 3395.200000 18.200000 0.540000 3377.000000
Coor Service Management Hold. 8 2.620000 549.200000 17.200000 3.230000 532.000000
Fastighetsbolag. Emilshus Pref 21 2.040000 578.550000 16.550000 2.940000 562.000005
Norva24 Group 16 -0.340000 558.080000 15.080000 2.780000 543.000000
Eastnine 4 -0.940000 504.000000 13.000000 2.650000 491.000000
Karnov Group 9 -0.330000 539.100000 3.100000 0.580000 536.000004
FM Mattsson Mora Group B 50 -1.510000 2930.000000 3.000000 0.100000 2927.000000
CTEK 13 1.280000 536.770000 2.770000 0.520000 533.999999
Creaspac SPAC 6 0.000000 577.800000 0.800000 0.140000 577.000002
Swedbank A 3 -0.500000 564.450000 0.450000 0.080000 564.000000
Samhällsbyggnadsbo. i Norden D 12 2.090000 246.000000 0.000000 0.000000 246.000000
Securitas B 6 1.040000 569.880000 -0.120000 -0.020000 570.000000
Handelsbanken A 5 -0.140000 543.250000 -2.750000 -0.500000 546.000000
Midsona B 63 3.490000 579.600000 -3.400000 -0.580000 582.999984
Essity B 2 -1.520000 568.600000 -5.400000 -0.940000 574.000000
Essity A 4 -0.870000 1140.000000 -9.000000 -0.780000 1149.000000
Nordea Bank Abp 29 -0.270000 3439.400000 -14.600000 -0.420000 3453.999992
Sampo Oyj SDB 7 -0.460000 3825.500000 -24.500000 -0.640000 3850.000000
International Petroleum Corp. 5 2.460000 561.500000 -33.070000 -5.560000 594.565215
Vivesto 1368 -2.160000 544.460000 -68.540000 -11.180000 612.999432
Axfood 13 0.110000 3664.700000 -91.300000 -2.430000 3756.000001
OX2 18 0.120000 1450.800000 -213.200000 -12.810000 1663.999992
Fasadgruppen Group 35 0.300000 3496.500000 -314.500000 -8.250000 3810.999990
Ovzon 52 0.900000 2906.800000 -455.200000 -13.540000 3361.999992
TOTAL 46527.900000 -360.670000 -1.45392% 46888.564618

Updated:¶

'2023-01-23 11:25:12.484841'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶